NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 14-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
91.30 |
93.61 |
2.31 |
2.5% |
88.35 |
High |
91.40 |
93.61 |
2.21 |
2.4% |
89.17 |
Low |
91.25 |
93.61 |
2.36 |
2.6% |
86.00 |
Close |
91.58 |
93.61 |
2.03 |
2.2% |
90.08 |
Range |
0.15 |
0.00 |
-0.15 |
-100.0% |
3.17 |
ATR |
1.08 |
1.14 |
0.07 |
6.3% |
0.00 |
Volume |
710 |
589 |
-121 |
-17.0% |
6,072 |
|
Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.61 |
93.61 |
93.61 |
|
R3 |
93.61 |
93.61 |
93.61 |
|
R2 |
93.61 |
93.61 |
93.61 |
|
R1 |
93.61 |
93.61 |
93.61 |
93.61 |
PP |
93.61 |
93.61 |
93.61 |
93.61 |
S1 |
93.61 |
93.61 |
93.61 |
93.61 |
S2 |
93.61 |
93.61 |
93.61 |
|
S3 |
93.61 |
93.61 |
93.61 |
|
S4 |
93.61 |
93.61 |
93.61 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.93 |
97.17 |
91.82 |
|
R3 |
94.76 |
94.00 |
90.95 |
|
R2 |
91.59 |
91.59 |
90.66 |
|
R1 |
90.83 |
90.83 |
90.37 |
91.21 |
PP |
88.42 |
88.42 |
88.42 |
88.61 |
S1 |
87.66 |
87.66 |
89.79 |
88.04 |
S2 |
85.25 |
85.25 |
89.50 |
|
S3 |
82.08 |
84.49 |
89.21 |
|
S4 |
78.91 |
81.32 |
88.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.61 |
89.10 |
4.51 |
4.8% |
0.22 |
0.2% |
100% |
True |
False |
765 |
10 |
93.61 |
86.00 |
7.61 |
8.1% |
0.24 |
0.3% |
100% |
True |
False |
785 |
20 |
93.61 |
84.44 |
9.17 |
9.8% |
0.19 |
0.2% |
100% |
True |
False |
624 |
40 |
93.93 |
84.44 |
9.49 |
10.1% |
0.16 |
0.2% |
97% |
False |
False |
491 |
60 |
93.93 |
83.94 |
9.99 |
10.7% |
0.48 |
0.5% |
97% |
False |
False |
606 |
80 |
93.93 |
78.79 |
15.14 |
16.2% |
0.62 |
0.7% |
98% |
False |
False |
622 |
100 |
93.93 |
73.20 |
20.73 |
22.1% |
0.53 |
0.6% |
98% |
False |
False |
577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.61 |
2.618 |
93.61 |
1.618 |
93.61 |
1.000 |
93.61 |
0.618 |
93.61 |
HIGH |
93.61 |
0.618 |
93.61 |
0.500 |
93.61 |
0.382 |
93.61 |
LOW |
93.61 |
0.618 |
93.61 |
1.000 |
93.61 |
1.618 |
93.61 |
2.618 |
93.61 |
4.250 |
93.61 |
|
|
Fisher Pivots for day following 14-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
93.61 |
93.17 |
PP |
93.61 |
92.72 |
S1 |
93.61 |
92.28 |
|